NYMEX Light Sweet Crude Oil Future August 2016


Trading Metrics calculated at close of trading on 16-Jun-2016
Day Change Summary
Previous Current
15-Jun-2016 16-Jun-2016 Change Change % Previous Week
Open 48.47 47.98 -0.49 -1.0% 49.29
High 49.23 48.25 -0.98 -2.0% 52.28
Low 47.79 46.44 -1.35 -2.8% 49.20
Close 48.50 46.74 -1.76 -3.6% 49.72
Range 1.44 1.81 0.37 25.7% 3.08
ATR 1.39 1.44 0.05 3.4% 0.00
Volume 285,231 370,737 85,506 30.0% 1,072,286
Daily Pivots for day following 16-Jun-2016
Classic Woodie Camarilla DeMark
R4 52.57 51.47 47.74
R3 50.76 49.66 47.24
R2 48.95 48.95 47.07
R1 47.85 47.85 46.91 47.50
PP 47.14 47.14 47.14 46.97
S1 46.04 46.04 46.57 45.69
S2 45.33 45.33 46.41
S3 43.52 44.23 46.24
S4 41.71 42.42 45.74
Weekly Pivots for week ending 10-Jun-2016
Classic Woodie Camarilla DeMark
R4 59.64 57.76 51.41
R3 56.56 54.68 50.57
R2 53.48 53.48 50.28
R1 51.60 51.60 50.00 52.54
PP 50.40 50.40 50.40 50.87
S1 48.52 48.52 49.44 49.46
S2 47.32 47.32 49.16
S3 44.24 45.44 48.87
S4 41.16 42.36 48.03
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 51.38 46.44 4.94 10.6% 1.43 3.1% 6% False True 265,359
10 52.28 46.44 5.84 12.5% 1.34 2.9% 5% False True 224,637
20 52.28 46.44 5.84 12.5% 1.30 2.8% 5% False True 159,933
40 52.28 44.00 8.28 17.7% 1.46 3.1% 33% False False 107,849
60 52.28 38.14 14.14 30.3% 1.51 3.2% 61% False False 82,335
80 52.28 35.52 16.76 35.9% 1.49 3.2% 67% False False 67,847
100 52.28 33.98 18.30 39.2% 1.57 3.4% 70% False False 58,145
120 52.28 32.22 20.06 42.9% 1.57 3.4% 72% False False 49,722
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.28
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 55.94
2.618 52.99
1.618 51.18
1.000 50.06
0.618 49.37
HIGH 48.25
0.618 47.56
0.500 47.35
0.382 47.13
LOW 46.44
0.618 45.32
1.000 44.63
1.618 43.51
2.618 41.70
4.250 38.75
Fisher Pivots for day following 16-Jun-2016
Pivot 1 day 3 day
R1 47.35 47.86
PP 47.14 47.48
S1 46.94 47.11

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These figures are updated between 7pm and 10pm EST after a trading day.

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